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GGOV vs. IBGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGOV vs. IBGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Government Bond USD Hedged Active ETF (GGOV) and iShares iBonds Dec 2055 Term Treasury ETF (IBGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGOV achieves a 2.49% return, which is significantly higher than IBGL's -3.42% return.


GGOV

1D
0.00%
1M
-0.22%
6M
2.93%
YTD
2.49%
1Y
-0.54%
3Y*
5Y*
10Y*
ALL TIME*
-0.35%

IBGL

1D
-0.74%
1M
-3.84%
6M
-3.41%
YTD
-3.42%
1Y
-2.31%
3Y*
5Y*
10Y*
ALL TIME*
-1.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$61.82M$62.54M$76.81M
$19.50K$17.67K$15.64K

GGOV vs. IBGL - Yearly Performance Comparison


Correlation

The correlation between GGOV and IBGL is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.61

The correlation between GGOV and IBGL has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

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Return for Risk

GGOV vs. IBGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GGOV
GGOV Risk / Return Rank: 1111
Overall Rank
GGOV Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
GGOV Sortino Ratio Rank: 1010
Sortino Ratio Rank
GGOV Omega Ratio Rank: 1010
Omega Ratio Rank
GGOV Calmar Ratio Rank: 1111
Calmar Ratio Rank
GGOV Martin Ratio Rank: 1111
Martin Ratio Rank

IBGL
IBGL Risk / Return Rank: 99
Overall Rank
IBGL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 88
Sortino Ratio Rank
IBGL Omega Ratio Rank: 88
Omega Ratio Rank
IBGL Calmar Ratio Rank: 99
Calmar Ratio Rank
IBGL Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GGOV vs. IBGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond USD Hedged Active ETF (GGOV) and iShares iBonds Dec 2055 Term Treasury ETF (IBGL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGOVIBGLDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.01

0.99

+0.02

Calmar ratioReturn relative to maximum drawdown

0.01

-0.14

+0.16

Martin ratioReturn relative to average drawdown

0.03

-0.32

+0.34

GGOV vs. IBGL - Sharpe Ratio Comparison

The current GGOV Sharpe Ratio is 0.01, which is higher than the IBGL Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of GGOV and IBGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGOV vs. IBGL - Drawdown Comparison

The maximum GGOV drawdown since its inception was -4.69%, smaller than the maximum IBGL drawdown of -9.37%. Use the drawdown chart below to compare losses from any high point for GGOV and IBGL.


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Drawdown Indicators


GGOVIBGLDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-9.37%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.69%

-7.44%

+2.75%

Current Drawdown

Current decline from peak

-1.32%

-7.44%

+6.12%

Average Drawdown

Average peak-to-trough decline

-1.54%

-4.08%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.38%

-1.23%

Volatility

GGOV vs. IBGL - Volatility Comparison

The current volatility for iShares Global Government Bond USD Hedged Active ETF (GGOV) is 0.77%, while iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a volatility of 2.36%. This indicates that GGOV experiences smaller price fluctuations and is considered to be less risky than IBGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGOVIBGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

2.36%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

6.51%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

8.86%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

10.36%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

10.36%

-5.27%

GGOV vs. IBGL - Expense Ratio Comparison

GGOV has a 0.39% expense ratio, which is higher than IBGL's 0.07% expense ratio.


Dividends

GGOV vs. IBGL - Dividend Comparison

GGOV has not paid dividends to shareholders, while IBGL's dividend yield for the trailing twelve months is around 4.88%.


Frequently Asked Questions


GGOV and IBGL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGL has higher volatility (2.36%) compared to GGOV (0.77%). In terms of maximum drawdown, GGOV dropped -4.69% vs IBGL's -9.37%.

On 1-year performance, GGOV leads with -0.54% vs -2.31% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, GGOV has been the lower-risk option at 0.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GGOV has performed better with a -0.54% return vs -2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGL is cheaper with a 0.07% expense ratio, compared with 0.39% for GGOV.

IBGL has the higher dividend yield at 4.46%, compared with 0.00% for GGOV.

GGOV is categorized as Global Bonds, while IBGL is Government Bonds. Their fees differ too: 0.39% for GGOV and 0.07% for IBGL.

GGOV currently has the higher Sharpe Ratio (0.01 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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